Journal of Computational Finance
ISSN:
1460-1559 (print)
1755-2850 (online)
Editor-in-chief: Christoph Reisinger
Volume 8, Number 2 (Winter 2004)
Editor's Letter
Welcome to Volume 8, Issue 2 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Efficient pricing of Asian options by the PDE approach' by François Dubois from Conservatoire National des Arts et Métiers and Tony Lelièvre from Ecole Nationale des Ponts et Chaussées; ‘Pricing and hedging callable LIBOR exotics in forward LIBOR models' by Vladimir V. Piterbarg; ‘Option pricing using the fractional FFT' by Kyriakos Chourdakis from the University of Canterbury; and ‘Optimal portfolio series formula under dynamic appreciation rate uncertainty' by Srdjan D. Stojanovic from the University of Cincinnati.
